259 Events

• Fri

  Friday

  November 01

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  A more powerful subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Heteroskedasticity

  Patrik Guggenberger (Pennsylvania State University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 18

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Count and Duration Time Series with Equal Conditional Stochastic and Mean Orders

  Christian Francq (University of Lille, CREST)

  • Econometrics Seminars and Workshop Series
• Wed

  Wednesday

  October 09

  2019

  PhD Defense | Amsterdam | 13:45 - 14:45

  On the Stability of Stochastic Dynamic Systems and their use in Econometrics

  Marc (M.H.C.) Nientker

  • PhD Defense
• Fri

  Friday

  October 04

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

  Laura Liu (Indiana University Bloomington, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  September 20

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Distributions You Can Count On

  Christopher Skeels (University of Melbourne)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  August 30

  2019

  Research Master Pre-Defense | Amsterdam | 16:15 - 17:15

  High Dimensional Time-varying Parameter Vector Autoregressions

  Quint Wiersma

  • Research Master Defense
• Fri

  Friday

  August 30

  2019

  Research Master Pre-Defense | Amsterdam | 15:00 - 16:00

  On the consistency of estimators for non-stationary observation-driven time-varying parameters

  Janneke van Brummelen

  • Research Master Defense
• Fri

  Friday

  August 23

  2019

  Research Master Pre-Defense | Amsterdam | 10:30 - 11:30

  Random Forests: An Introduction from an Econometrics Perspective

  Anna Buijsman

  • Research Master Defense
• Tue

  Tuesday

  August 20

  2019

  Research Master Pre-Defense | Amsterdam | 11:00 - 12:30

  Jump Contagion among Stock Market Indices: Evidence from Option Markets

  Evgnenii Vladimirov

  • Research Master Defense
• Mon

  Monday

  August 19 - 23

  2019

  Summer School | Amsterdam

  Econometric Methods for Forecasting and Data Science with Applications in Finance, Economics and Business

  Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Fransisco Blasques

• Mon

  Monday

  August 19 - 23

  2019

  Summer School | Amsterdam

  Econometric Methods for Forecasting and Data Science with Applications in Finance, Economics and Business

  Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Francisco Blasques

• Wed

  Wednesday

  July 03

  2019

  PhD Defense | Amsterdam | 13:45 - 15:15

  Methods for Accurate and Efficient Bayesian Analysis of Time Series

  Agnieszka Borowska , Agnieszka Borowska (Vrije Universiteit Amsterdam)

  • PhD Defense
• Thu

  Thursday

  June 13

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Another look into the factor model black box: factors interpretation and structural (in)stability

  Catherine Doz (Paris School of Economics)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 17

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

  James Hamilton (University of California at San Diego, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 10

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Inference based on Kotlarski's Identity

  Yuya Sasaki (Vanderbilt University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  May 03

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Spectral Models for Locally Stationary Time Series

  Alessandra Luati (University of Bologna)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 12

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Factor Models for Asset Pricing

  Paolo Zaffaroni (Imperial College London)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  April 05 - 06

  2019

  Workshop | Amsterdam | 13:00 - 18:00

  Panel Data Workshop 2019

  Luis Candelaria (University of Warwick), Chris Muris (University of Bristol), Andreas Dzemski (University of Gothenburg), Koen Jochmans (University of Cambridge), Lorenzo Trapani (Nottingham University), Frank Windmeijer (University of Bristol) et al.

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 29

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  Minimizing Sensitivity to Model Misspecification

  Martin Weidner (University College London)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  March 15

  2019

  Seminar | Amsterdam | 16:00 - 17:15

  A Divide-and-Conquer Estimator for Error-in-Variables Models

  Tom Boot (University of Groningen)

  • Econometrics Seminars and Workshop Series